Are all ATA's legal in all constructed formats? Is there a place I can find them to print them?

Here it is: http://heroclix.com/downloads/print-and-play/

generally if your force qualifies to use an ATA, you may pay the cost for every qualifying figure and include it in your force.

The event(s) that you are playing in may specify that ATAs are or aren't permitted - generally anything that is "Modern Age" would permit use of ALL ATAs, not just those recently released.

Best practice is to confirm with the judge and/or Tournament Organizer (TO).

Just be aware that this does not contain all of the ATA's, nor are they necessarily all current. For example, the Heroes for Hire ATA in that pdf was never updated with the errata.

And yes, barring event specific or house rules, all ATA's are legal in all constructed formats.

The most common time that you will see ATA's not allowed is in an event marked as "no tactics" for that event.
ATA's are not tactics themselves, but themed teams are tactics. By virtue of the requirement for a themed team in order to play an ATA they wind up also being disallowed in such events.

The more you know...

Is there no central place then to find all of the ATA's with current, legal text?

sadly, only in the Units Section.

When I build a team and plan to use an ATA, I print the team and "expand" the ATA before printing so that it's on my sheet.

It's always amazed me how unprofessional Heroclix is compared to every other competitive game. If not for this outstanding site and the community this game would have died a long time ago.

the problem at its core is WizKids

poorly written text needing errata and rulings
poorly updated rule books
poorly communicated and coordinated updates to rules

Multiple choice:

1. Heroclix
2. Star Trek: Attack Wing
3. DiceMasters
4. all of the above